+111.4%
NLR vs VT
+374.2%
-262.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.7% |
| 7D | +1.5% | +0.4% | +1.1% | +1.2% |
| 30D | +5.3% | +1.0% | +4.4% | +4.6% |
| 3M | -8.8% | +2.4% | -11.2% | -10.2% |
| 6M | -17.8% | +12.0% | -29.8% | -24.9% |
| YTD | -3.4% | +15.3% | -18.8% | -13.6% |
| 1Y | +4.0% | +22.6% | -18.6% | -11.5% |
| 3Y | +98.6% | +74.7% | +24.0% | +26.0% |
| 5Y | +144.5% | +66.1% | +78.3% | +60.6% |
| 10Y | +225.6% | +225.0% | +0.6% | +15.1% |
| All | +111.4% | +374.2% | -262.8% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling